+896.6%
VCR vs SPY
+914.4%
-17.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | -5.8% | -1.4% | -4.4% | -4.4% |
| 3M | -2.3% | +3.7% | -6.0% | -6.0% |
| 6M | +1.1% | +13.0% | -11.9% | -11.0% |
| YTD | -3.5% | +12.4% | -15.9% | -14.5% |
| 1Y | -2.7% | +18.5% | -21.3% | -18.4% |
| 3Y | +36.9% | +77.6% | -40.7% | -23.9% |
| 5Y | +23.7% | +81.7% | -58.0% | -31.4% |
| 10Y | +244.1% | +319.7% | -75.5% | -17.2% |
| All | +896.6% | +914.4% | -17.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling